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Comparison of order statistics in two-sample problem in the sense of Pitman closeness |
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| Authors: | Jafar Ahmadi Mohammad Z Raqab |
| Institution: | 1. Department of Statistics, Ordered and Spatial Data Center of Excellence , Ferdowsi University of Mashhad , PO Box 1159, Mashhad , 91775 , Iran ahmadi-j@um.ac.ir;3. Department of Mathematics, Faculty of Science , University of Jordan , Amman , 11942 , Jordan |
| Abstract: | In this paper, we study the Pitman measure of closeness of order statistics of two independent samples from the same distribution to population quantiles. We then derive various exact expressions of the probability closeness of order statistics from the X and Y samples. Some distribution-free results for the median of the sampling distribution are obtained. Exact and explicit expressions are presented for Uniform(?1, 1) and exponential distributions. Numerical results for illustrative purposes are also provided. |
| Keywords: | order statistics Pitman measure of closeness population quantiles symmetric distribution uniform distribution exponential distribution |